If it makes anyone feel better I heard a pretty big sound difference with my x-fi going from no asio to using it.
In fact, I was quite adamant that my x-fi sounded fine and nothing could change. I thought it was all hogwash too like HA. but with my headphones it made a massive difference not to tone or colour, but more to clarity.
Is it all placebo? No but perhaps yes. If you don't know what to expect from a device and you listen to it for the first time as I did to a modded MD-10 then when you hear the new sound it's a genuine 'wow'. Of course it fades as you get used to it, but still....whereas I think I had a placebo 'wow' when listening to the HD650.
Then again, I've been told that the 'reverb' I can hear with my new DAC is 3d air and spatialisation and layering....sounds like reverb to me :S
But whether reverb or not, it sounds fantastic. Same with ASIO.
p.s. it's only a placebo effect if you don't have the right gear. e.g. When i went from HD595 to SA5000 I definitely felt sheepish because I couldn't get the placebo to work. Throw in a better source and wham bam I hear the difference immediately and with no desire to discover any love for an old pair of SA5000s I find my preferred headset. Before I regretted the purchase, with ASIO and DAC I'm grateful I didn't sell it.
Just my 2ds on placebo, Asio and stuff.
I still think that many on head-fi do live in the clouds though

I'll always be a sceptic at heart which paradoxically drives my desire to test everything and be proved right...although I won't complain if I'm proved wrong either! haha. my wallet will.